Christian Wagner
Current appointments
Professor of Finance, WU Vienna University of Economics and Business
Faculty member at the Vienna Graduate School of Finance (VGSF)
Research Fellow at the Centre for Economic Policy Research (CEPR)
Contact details:
WU Vienna University of Economics and Business
Department of Finance, Accounting and Statistics
Institute for Finance, Banking and Insurance
Welthandelsplatz 1
A-1020 Vienna, Austria
Tel: +43 1 31336 4253
Email: christian.wagner (at) wu.ac.at
Curriculum Vitae: download CV (pdf)
Profiles: CEPR and VoxEU, Google Scholar, SSRN, ORCID
Working Papers
Deciphering Monetary Policy Shocks, with Phillipp Gnan, Maximilian Schleritzko, and Maik Schmeling; March 2025.
Related column on VoxEU.org
Margin Requirements and Equity Option Returns, with Steffen Hitzemann, Michael Hofmann, and Marliese Uhrig-Homburg; November 2024.
AFA, EFA, SFS Cavalcade
Refereed Journal Publications
Does Central Bank Tone Move Asset Prices?, with Maik Schmeling, 2025, Journal of Financial and Quantitative Analysis, 60, 36-67.
Column on VoxEU.org that covers the paper
Disaster Resilience and Asset Prices, with Marco Pagano and Josef Zechner, 2023, Journal of Financial Economics, 150 (2), 103712.
An early version appeared in CEPR Covid Economics: Vetted and Real-Time Papers, 22 May 2020.
A non-technical summary in our VoxEU-column COVID-19, asset prices, and the Great Reallocation, 11 June 2020.
Debt Refinancing and Equity Returns, with Nils Friewald and Florian Nagler, 2022, Journal of Finance, 77 (4), 2287-2329.
Exchange Rates and Sovereign Risk, with Pasquale Della Corte, Lucio Sarno, and Maik Schmeling, 2022, Management Science, 68 (8), 5591-5617.
Related column on VoxEU.org
Low Risk Anomalies?, with Paul Schneider and Josef Zechner, 2020, Journal of Finance, 75 (5), 2673-2718.
Jack Treynor Prize awarded by the Q Group, 2015
What is the Expected Return on a Stock?, with Ian Martin, 2019, Journal of Finance, 74 (4), 1887-1929.
Dimensional Fund Advisors Prize Distinguished Paper, Journal of Finance 2019
The Wharton School - WRDS Best Paper Award in Empirical Finance, WFA 2017
Honorable Mention, AQR Insight Award 2017
The Economic Value of Predicting Bond Risk Premia, with Lucio Sarno and Paul Schneider, 2016, Journal of Empirical Finance, 37, 247-267.
The Cross-Section of Credit Risk Premia and Equity Returns, with Nils Friewald and Josef Zechner, 2014, Journal of Finance, 69 (6), 2419-2469.
Properties of Foreign Exchange Risk Premiums, with Lucio Sarno and Paul Schneider, 2012, Journal of Financial Economics, 105 (2), 279-310.
Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation, 2012, Journal of International Money and Finance, 31 (5), 1195-1219.
Trading the Forward Bias: Are there Limits to Speculation?, with Markus Hochradl, 2010, Journal of International Money and Finance, 29 (3), 423-441.
Reforming Minute Reserve Policy in Germany: A Step towards Efficient Markets?, with Margarethe Rammerstorfer, 2009, Energy Policy, 37 (9), 3513-3519.
Determinants of Operational Risk Reporting in the Banking Industry, with Günther Helbok, 2006, Journal of Risk, 9 (1), 49-74.